+78.9%
ZTS vs IAU
+209.9%
-130.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.3% | +0.3% |
| 7D | -7.4% | -2.0% | -5.5% | -7.2% |
| 30D | +9.9% | -4.4% | +14.3% | +10.4% |
| 3M | +10.3% | -8.9% | +19.2% | +11.3% |
| 6M | +9.2% | -15.9% | +25.1% | +11.3% |
| YTD | -32.9% | -7.8% | -25.1% | -32.9% |
| 1Y | -29.7% | -3.8% | -25.9% | -30.2% |
| 3Y | -49.0% | +104.3% | -153.3% | -56.1% |
| 5Y | -59.3% | +111.2% | -170.5% | -65.6% |
| 10Y | +78.9% | +216.4% | -137.5% | +51.0% |
| All | +78.9% | +209.9% | -130.9% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IAU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling